Collision with more than 1 object - hardcoded

private bool _indexColliding = false;
private bool _thumbColliding = false;

void OnCollisionEnter(Collision other) {
    // keep track of the colliding objects
    if (other.gameObject.tag == "index")
        _indexColliding = true;
    else if (other.gameObject.tag == "thumb")
        _thumbColliding = true;

    if (_indexColliding && _thumbColliding) {
        // do something like attaching the object to the fingers
        // or destroy the gameObject
    }
}

void OnCollisionExit(Collision other) {
    // reset the booleans if the objects are no longer colliding
    if (other.gameObject.tag == "index")
        _indexColliding = false;
    else if (other.gameObject.tag == "thumb")
        _thumbColliding = false;
}